Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48287.35 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46086.71 Kr¶

PnL: ---------------------------------------> -2135.54 Kr¶

DD now: ---------------------------------> -7.269 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:16:21.112825'

Anic Portfolio¶

This Week¶

Return: -0.403 %¶

Total¶

Return: 58.042 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.070000 829.800000 131.800000 18.880000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.460000 707.940000 21.940000 3.200000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.930000 493.800000 8.800000 1.810000 485.000000
MEKO 13 -2.280000 1558.700000 4.700000 0.300000 1554.000006
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
SKF B 3 -4.290000 588.300000 -7.700000 -1.290000 596.000001
ASSA ABLOY B 2 -1.610000 502.400000 -11.600000 -2.260000 514.000000
Embracer Group B 14 -5.220000 673.260000 -15.740000 -2.280000 689.000004
Loomis 6 -2.090000 2024.400000 -18.600000 -0.910000 2043.000000
Addnode Group B 6 -3.360000 690.000000 -19.000000 -2.680000 709.000002
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna B 7 -3.520000 610.960000 -29.040000 -4.540000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.990000 476.400000 -34.600000 -6.770000 511.000000
Collector Bank 29 -6.230000 1192.190000 -41.810000 -3.390000 1233.999996
Swedbank A 3 -3.590000 575.700000 -42.300000 -6.840000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
ITAB Shop Concept 56 -6.630000 646.240000 -44.760000 -6.480000 691.000016
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.970000 556.000000 -51.000000 -8.400000 607.000000
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
Mips 1 -3.120000 468.500000 -60.500000 -11.440000 529.000000
Nordea Bank Abp 30 -4.050000 3699.600000 -63.400000 -1.680000 3762.999990
Fastighetsbolaget Emilshus B 23 14.880000 620.660000 -74.340000 -10.700000 694.999993
AFRY 3 -2.920000 518.700000 -76.300000 -12.820000 594.999999
Viaplay Group B 4 -5.940000 943.200000 -93.800000 -9.050000 1037.000000
RVRC Holding 17 -4.250000 544.000000 -139.000000 -20.350000 683.000007
Beijer Alma B 9 -2.900000 1809.000000 -145.000000 -7.420000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.230000 3545.600000 -592.400000 -14.320000 4138.000000
TOTAL 46075.120000 -2147.130000 -7.29129% 48222.250041

Updated:¶

'2023-03-13 14:15:40.891528'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶